Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we study causal relationships (excitations) that are realized by a multivariate Hawkes process (MHP). The MHP and its variations (spatio-temporal point processes) have been used to study contagion in earthquakes, crimes, neural spiking activities, the stock and foreign exchange markets, and so on. In this paper, we consider the MHP with gaps (MHPG) in observations. We propose a variational problem for detecting sparsely hidden relationships with an MHP that takes into account the gaps from each entity. We bypass the problem of dealing with a large amount of missing events by introducing a small number of unknown boundary conditions. In the case where our observations are sparse (e.g., from 10% to 30%), we show through numerical simulations that robust recovery with MHPG is still possible even if the lengths of the observed intervals are small but they are chosen accordingly. The numerical results also show that the knowledge of gaps and imposing the right boundary conditions are very crucial in discovering the underlying patterns and hidden relationships.

Can images be decomposed into the sum of a geometric part and a textural part? In a theoretical breakthrough, [Y. Meyer, Oscillating Patterns in Image Processing and Nonlinear Evolution Equations. Providence, RI: American Mathematical Society, 2001] proposed variational models that force the geometric part into the space of functions with bounded variation, and the textural part into a space of oscillatory distributions. Meyer's models are simple minimization problems extending the famous total variation model. However, their numerical solution has proved challenging. It is the object of a literature rich in variants and numerical attempts. This paper starts with the linear model, which reduces to a low-pass/high-pass filter pair. A simple conversion of the linear filter pair into a nonlinear filter pair involving the total variation is introduced. This new-proposed nonlinear filter pair retains both the essential features of Meyer's models and the simplicity and rapidity of the linear model. It depends upon only one transparent parameter: the texture scale, measured in pixel mesh. Comparative experiments show a better and faster separation of cartoon from texture. One application is illustrated: edge detection.